The Change recipient action intercepts messages and sends them to a new recipient. This means that the original message recipient will not receive a copy of the message. It is one of the "intercept" class of actions. You can only select a recipient address that is in your domain.
The Change recipient action does not change the recipient address in the message header. The message will be routed to the new address and the original recipient will not receive the message. The new recipient, however, will see the original recipient's address in the message header. To have a copy of the message sent to a different address while allowing the original message to go to the original recipient, select the BCC action.
Redirected messages may contain viruses or malicious code. Trend Micro recommends against redirecting messages to external addresses unless you have configured an outbound virus policy.